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Umm Al-Qura Cement Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:17.83% (-0.75%)
Analysis last updated: Friday, February 6, 2026 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Umm Al-Qura  Cement Co S0GARCH
paramt-stat
ω1.81432.43
α0.12644.38
β0.766415.26
γ10.56761.30
γ2-0.9050-1.50
γ30.41620.94
γ40.50211.19
γ5-1.4587-3.78
γ61.40664.50
γ7-0.6690-2.10
γ80.20070.45
γ9-0.0880-0.24
Estimation Period:
Jun 12, 2014 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts